M&M
Mahindra & Mahindra Ltd
Historical option data for M&M
17 Aug 2025 12:56 AM IST
| M&M 28AUG2025 3500 CE | ||||||||||||||||
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Delta: 0.08
Vega: 0.92
Theta: -0.83
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 3265.40 | 5.05 | -1.3 | 23.16 | 1,993 | -49 | 3,175 | |||||||||
For Mahindra & Mahindra Ltd - strike price 3500 expiring on 28AUG2025
Delta for 3500 CE is 0.08
Historical price for 3500 CE is as follows
On 17 Aug M&M was trading at 3265.40. The strike last trading price was 5.05, which was -1.3 lower than the previous day. The implied volatity was 23.16, the open interest changed by -49 which decreased total open position to 3175
| M&M 28AUG2025 3500 PE | |||||||
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Delta: -0.90
Vega: 1.09
Theta: -0.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 3265.40 | 228.8 | 17.35 | 25.29 | 150 | -10 | 191 |
For Mahindra & Mahindra Ltd - strike price 3500 expiring on 28AUG2025
Delta for 3500 PE is -0.90
Historical price for 3500 PE is as follows
On 17 Aug M&M was trading at 3265.40. The strike last trading price was 228.8, which was 17.35 higher than the previous day. The implied volatity was 25.29, the open interest changed by -10 which decreased total open position to 191
